On Deterministic Control Problems: An Approximation Procedure for the Optimal Cost I. The Stationary Problem
convergenceapproximate solutionsoptimal stoppingBellman equationinfinite horizonimpulse controlsoptimal deterministic control
Numerical optimization and variational techniques (65K10) Dynamic programming (90C39) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15) Stopping times; optimal stopping problems; gambling theory (60G40) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99) Numerical methods of relaxation type (49M20)
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